With Highwayman in the game, it often pays to keep one of your Coppers, so that you can play it as your first Treasure and avoid having more valuable treasures nullified (of course, if the kingdom supports a Treasureless engine, then that's the best counter)
It also has an interesting interaction with Capitalism. It's not the first Attack that interacts with Capitalism, of course. Even the base set has Bandit. But in every other Attack that interacts with Capitalism, the interaction depends on the attacker having Capitalism. But with Highwayman, it depends on the attacked player having Capitalism. So, in a kingdom with Highwayman and Capitalism, it's probably best not to buy Capitalism
It really likes Courier. Since it's discarded at the start of your turn, it will typically be in your discard pile when you play Courier, barring a mid-turn reshuffle, making repeated plays especially easy